Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47359.86 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45964.95 Kr¶

PnL: ---------------------------------------> -923.62 Kr¶

DD now: ---------------------------------> -2.612 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 10:13:19.290400'

Anic Portfolio¶

Today¶

Return: -1.14 %¶

This Week¶

Return: -0.365 %¶

Total¶

Return: 55.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.310000 3073.200000 102.200000 3.440000 2971.000006
HEBA B 70 -2.620000 2737.000000 101.000000 3.830000 2636.000010
FM Mattsson Mora Group B 50 -0.170000 3000.000000 73.000000 2.490000 2927.000000
Corem Property Group B 59 -0.830000 632.480000 55.480000 9.620000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.290000 401.200000 46.200000 13.010000 355.000000
SAAB B 8 0.140000 3406.400000 29.400000 0.870000 3377.000000
OEM International B 7 -1.120000 555.100000 27.100000 5.130000 527.999997
Norva24 Group 16 -1.290000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -2.870000 690.800000 17.800000 2.640000 673.000000
MedCap 2 -2.240000 436.000000 15.000000 3.560000 421.000000
Intrum 4 -1.950000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -1.090000 545.600000 13.600000 2.560000 532.000000
Boozt 12 -3.410000 1664.400000 10.400000 0.630000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 -2.900000 249.360000 3.360000 1.370000 246.000000
AcadeMedia 12 -1.770000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 -0.210000 577.800000 0.800000 0.140000 577.000002
Swedbank A 3 -0.560000 564.000000 0.000000 0.000000 564.000000
Resurs Holding 22 -0.990000 573.540000 -0.460000 -0.080000 573.999998
Securitas B 6 -0.940000 568.920000 -1.080000 -0.190000 570.000000
Essity B 2 0.210000 571.400000 -2.600000 -0.450000 574.000000
Handelsbanken A 5 0.230000 542.250000 -3.750000 -0.690000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Fastighetsbolag. Emilshus Pref 21 -3.320000 550.200000 -11.800000 -2.100000 562.000005
CTEK 13 -2.290000 521.430000 -12.570000 -2.350000 533.999999
Midsona B 63 -0.990000 568.890000 -14.110000 -2.420000 582.999984
Nordea Bank Abp 29 -0.740000 3413.880000 -40.120000 -1.160000 3453.999992
International Petroleum Corp. 5 -3.030000 543.500000 -51.070000 -8.590000 594.565215
Vivesto 1368 -2.780000 554.040000 -58.960000 -9.620000 612.999432
Sampo Oyj SDB 7 -0.090000 3734.500000 -115.500000 -3.000000 3850.000000
Axfood 13 -0.610000 3606.200000 -149.800000 -3.990000 3756.000001
OX2 18 -1.650000 1502.100000 -161.900000 -9.730000 1663.999992
Fasadgruppen Group 35 0.410000 3461.500000 -349.500000 -9.170000 3810.999990
Ovzon 52 -3.660000 2875.600000 -486.400000 -14.470000 3361.999992
TOTAL 45964.950000 -923.620000 -2.61162% 46888.564618

Updated:¶

'2023-01-19 10:13:31.816902'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶